I'm not sure that's something you'll be able to do online. Have you tried to install the new modem to see if it works? Your best bet would be to bring the modem to a Cox Solutions Store so we can swap it for another one. Locate the store nearest you at http://bit.ly/CoxCommRetail.
Alternatively, our team can probably arrange to mail you a new modem, along with a shipping label so you can return the broken modem. Email our team at email@example.com and we'll see if we can make that happen for you. Be sure to include your full name, address, and a link to this page in your email.